YSPY vs. PLTW
YSPY (GraniteShares YieldBOOST SPY ETF) and PLTW (PLTR WeeklyPay™ ETF) are both exchange-traded funds - YSPY is a Leveraged Equities fund actively managed by GraniteShares, while PLTW is a Derivative Income fund actively managed by Roundhill. Both are actively managed. Over the past year, YSPY returned 23.83% vs -1.06% for PLTW. At a 0.47 correlation, their price movements are largely independent. YSPY charges 1.07%/yr vs 0.99%/yr for PLTW.
Performance
YSPY vs. PLTW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, YSPY achieves a 3.10% return, which is significantly higher than PLTW's -30.02% return.
YSPY
- 1D
- -0.03%
- 1M
- 0.42%
- YTD
- 3.10%
- 6M
- 4.22%
- 1Y
- 23.83%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PLTW
- 1D
- 0.62%
- 1M
- -2.19%
- YTD
- -30.02%
- 6M
- -31.89%
- 1Y
- -1.06%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
YSPY vs. PLTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
YSPY GraniteShares YieldBOOST SPY ETF | 3.10% | 8.36% |
PLTW PLTR WeeklyPay™ ETF | -30.02% | 114.63% |
Correlation
The correlation between YSPY and PLTW is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Feb 26, 2025 | 0.47 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
YSPY vs. PLTW — Risk / Return Rank
YSPY
PLTW
YSPY vs. PLTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for GraniteShares YieldBOOST SPY ETF (YSPY) and PLTR WeeklyPay™ ETF (PLTW). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| YSPY | PLTW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.18 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.05 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | -0.02 | +1.66 |
| Martin ratioReturn relative to average drawdown | 6.06 | -0.04 | +6.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| YSPY | PLTW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.25 | -0.02 | +1.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.12 | +0.34 |
Drawdowns
YSPY vs. PLTW - Drawdown Comparison
The maximum YSPY drawdown since its inception was -18.74%, smaller than the maximum PLTW drawdown of -46.29%. Use the drawdown chart below to compare losses from any high point for YSPY and PLTW.
Loading charts...
Drawdown Indicators
| YSPY | PLTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -46.29% | +27.55% |
Max Drawdown (1Y)Largest decline over 1 year | -14.60% | -46.29% | +31.69% |
Current DrawdownCurrent decline from peak | -2.73% | -42.76% | +40.03% |
Average DrawdownAverage peak-to-trough decline | -4.97% | -19.77% | +14.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 25.60% | -21.66% |
Volatility
YSPY vs. PLTW - Volatility Comparison
The current volatility for GraniteShares YieldBOOST SPY ETF (YSPY) is 2.68%, while PLTR WeeklyPay™ ETF (PLTW) has a volatility of 20.82%. This indicates that YSPY experiences smaller price fluctuations and is considered to be less risky than PLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| YSPY | PLTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.68% | 20.82% | -18.14% |
Volatility (6M)Calculated over the trailing 6-month period | 14.35% | 46.37% | -32.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.24% | 60.86% | -41.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.28% | 72.69% | -51.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.28% | 72.69% | -51.41% |
YSPY vs. PLTW - Expense Ratio Comparison
YSPY has a 1.07% expense ratio, which is higher than PLTW's 0.99% expense ratio.
Dividends
YSPY vs. PLTW - Dividend Comparison
YSPY's dividend yield for the trailing twelve months is around 57.64%, less than PLTW's 131.89% yield.
| Position | TTM | 2025 |
|---|---|---|
PLTW PLTR WeeklyPay™ ETF | 131.89% | 72.40% |
YSPY GraniteShares YieldBOOST SPY ETF | 57.64% | 45.57% |
Frequently Asked Questions
YSPY and PLTW have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PLTW has higher volatility (20.82%) compared to YSPY (2.68%). In terms of maximum drawdown, YSPY dropped -18.74% vs PLTW's -46.29%.
On 1-year performance, YSPY leads with 23.83% vs -1.06% for PLTW. On fees, PLTW is cheaper at 0.99% per year. On volatility, YSPY has been the lower-risk option at 2.68%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, YSPY has performed better with a 23.83% return vs -1.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
PLTW is cheaper with a 0.99% expense ratio, compared with 1.07% for YSPY.
PLTW has the higher dividend yield at 131.89%, compared with 57.64% for YSPY.
YSPY is categorized as Leveraged Equities, while PLTW is Derivative Income. They also come from different issuers: GraniteShares and Roundhill. Their fees differ too: 1.07% for YSPY and 0.99% for PLTW.
YSPY currently has the higher Sharpe Ratio (1.25 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for YSPY and PLTW
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer